+139.9%
CNP vs EVRG
+111.7%
+28.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | +0.1% |
| 7D | +0.7% | +0.6% | +0.1% | +0.2% |
| 30D | -0.1% | -0.2% | +0.2% | +0.1% |
| 3M | -5.6% | -0.5% | -5.2% | -5.2% |
| 6M | -7.5% | +0.2% | -7.7% | -7.6% |
| YTD | +5.5% | +14.9% | -9.4% | -5.2% |
| 1Y | +8.3% | +18.2% | -9.9% | -4.9% |
| 3Y | +51.8% | +70.2% | -18.4% | 0.0% |
| 5Y | +69.9% | +45.3% | +24.5% | +25.6% |
| 10Y | +139.9% | +112.4% | +27.5% | +29.9% |
| All | +139.9% | +111.7% | +28.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EVRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling